scientific article; zbMATH DE number 796444

MaRDI QIDQ4845602zbMATH OpenFDO

Authors Dmitry Kramkov, Ernesto Mordecki

Publication date 20 February 1996

zbMATH Keywords

diffusion modelAmerican options

Mathematics Subject Classification ID

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• Accelerated Share Repurchases Under Stochastic Volatility
• An optimal stopping problem in a diffusion-type model with delay
• Generalization of an integral option
• The integral option in a model with jumps

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